Author/Authors :
YILDIRIM, Nurcan Gazi Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey , GÖKPINAR, Fikri Gazi Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey
Title Of Article :
Comparison of Type-One Errors and Powers of Some Normality Tests
Abstract :
The goodness of fit of a statistical model tests how well it fits a set of observations. In this study, some goodness of fit tests called Kolmogorov- Smirnov, Anderson- Darling, Jarque Bera tests and also the tests given by Zhang(2002), Esteban et al.(2007) are investigated. In addition, a power comparison is made to determined which tests under what circumstances they are superior to the others. These test are compared under symmetrical and nonsymmetrical distributions over (-∞,∞) and (0, ∞)
NaturalLanguageKeyword :
Kolmogorov , Smirnov test , Anderson , Darling test , Zhang tests , Jarque Bera test , Esteban et. al test.
JournalTitle :
Journal Of Natural and Applied Sciences